STRATEGY VWAP MOMENTUM

20251202 (Tuesday, DoW=2)

TP: 125.0 pts  |  SL: 75.0 pts  |  Hours: 00:00:00 - 22:59:59

GENERAL

Total Trades: 11

Periodo: 2025-12-02 02:06:00 - 2025-12-02 22:59:00

Exposure Days: 1

Trades per Day: 11.00

Avg Duration: 72.55 min

Median Duration: 35.00 min

PERFORMANCE

Total Profit: $1,355.00

Avg Profit: $123.18

Median Profit: $-380.00

Std Profit: $1,712.12

Profit Factor: 1.19

WIN/LOSS

Win Rate: 30.0%

Winners / Losers: 3 / 7 (Ratio: 1:2)

Gross Profit: $8,590.00

Gross Loss: $-7,235.00

Avg Winner: $2,147.50

Avg Loser: $-1,033.57

Avg Winner / Avg Loser: (Ratio: 1:2.08)

Largest Winner: $2,500.00

Largest Loser: $-1,500.00

RISK METRICS

Max Drawdown: $-4,500.00

Sharpe Ratio: 0.07

Sortino Ratio: 0.21

Ulcer Index: 72.29

EXIT REASONS

TARGET exits: 3 (27.3%)

STOP exits: 4 (36.4%)

EOD exits: 1 (9.1%)

LONG ENTRIES (BUY)

Total LONG: 7

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $2,235.00

Avg P&L: $319.29

SHORT ENTRIES (SELL)

Total SHORT: 4

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $-880.00

Avg P&L: $-220.00

CUMULATIVE P&L